Rest, keep your fluids up (take water to bed and every time you wake, drink some), and paracetamol. Mine didn't kick in really until 2nd trimester, though I did have a couple of migraines. Might be worth getting you BP checked as a raised BP might be causing them, but otherwise I suspect a doctor will tell you to rest up, up your fluid intake, and try snacking very lightly too at night (especially if they're worse at night), take 1000mg paracetamol 3 times a day, eat well and moderatly exercise. Def. worth a trip to doctors if the headaches are ongoing though. Could be something 'simple' to resolve (low blood sugars etc), could just be headaches.
Moderate exercise might help too. Might also help the insomnia. Even a walk around the block after dinner can help a lot.
Cold compresses on the forehead and neck are nice. Keeping a cool bedroom, using something like 4head might also bring you some relief. If you're working, try giving less of a shit and if there's anything stressing you at home, similar...or resolve it... Oh, and avoid caffeine...then when you really need it you can use caffeine to help pain control too (it won't work if you regularly intake caffeine).
Also, watch for any patterns in foods. Citrus fruits and raw tomatoes will kick of at least a headache, if not a migraine with me.
Any other symptoms like blurred vision, blurred speech, odd sense of smell (burning, strawberries, taste of metal), pins and needles or localised pain in hands and feet, etc, get thee to a doctor asap. Again, could "just" be a migraine, but not worth the risk. My migraines are much better during pg, so if you're a pre-pg migraineur then it could still be migraines, just 'milder'.
Assuming there are no other symptoms, that's about it.